CME Euro FX Future June 2009
| Trading Metrics calculated at close of trading on 18-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3570 |
1.3508 |
-0.0062 |
-0.5% |
1.3630 |
| High |
1.3600 |
1.3533 |
-0.0067 |
-0.5% |
1.3684 |
| Low |
1.3465 |
1.3480 |
0.0015 |
0.1% |
1.3465 |
| Close |
1.3471 |
1.3533 |
0.0062 |
0.5% |
1.3471 |
| Range |
0.0135 |
0.0053 |
-0.0082 |
-60.7% |
0.0219 |
| ATR |
0.0131 |
0.0126 |
-0.0005 |
-3.8% |
0.0000 |
| Volume |
149,473 |
179,730 |
30,257 |
20.2% |
853,687 |
|
| Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3674 |
1.3657 |
1.3562 |
|
| R3 |
1.3621 |
1.3604 |
1.3548 |
|
| R2 |
1.3568 |
1.3568 |
1.3543 |
|
| R1 |
1.3551 |
1.3551 |
1.3538 |
1.3560 |
| PP |
1.3515 |
1.3515 |
1.3515 |
1.3520 |
| S1 |
1.3498 |
1.3498 |
1.3528 |
1.3507 |
| S2 |
1.3462 |
1.3462 |
1.3523 |
|
| S3 |
1.3409 |
1.3445 |
1.3518 |
|
| S4 |
1.3356 |
1.3392 |
1.3504 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4197 |
1.4053 |
1.3591 |
|
| R3 |
1.3978 |
1.3834 |
1.3531 |
|
| R2 |
1.3759 |
1.3759 |
1.3511 |
|
| R1 |
1.3615 |
1.3615 |
1.3491 |
1.3578 |
| PP |
1.3540 |
1.3540 |
1.3540 |
1.3521 |
| S1 |
1.3396 |
1.3396 |
1.3451 |
1.3359 |
| S2 |
1.3321 |
1.3321 |
1.3431 |
|
| S3 |
1.3102 |
1.3177 |
1.3411 |
|
| S4 |
1.2883 |
1.2958 |
1.3351 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3684 |
1.3465 |
0.0219 |
1.6% |
0.0086 |
0.6% |
31% |
False |
False |
170,731 |
| 10 |
1.3684 |
1.3285 |
0.0399 |
2.9% |
0.0099 |
0.7% |
62% |
False |
False |
175,978 |
| 20 |
1.3684 |
1.2915 |
0.0769 |
5.7% |
0.0092 |
0.7% |
80% |
False |
False |
161,656 |
| 40 |
1.3684 |
1.2895 |
0.0789 |
5.8% |
0.0090 |
0.7% |
81% |
False |
False |
161,676 |
| 60 |
1.3740 |
1.2544 |
0.1196 |
8.8% |
0.0081 |
0.6% |
83% |
False |
False |
130,754 |
| 80 |
1.3740 |
1.2530 |
0.1210 |
8.9% |
0.0062 |
0.5% |
83% |
False |
False |
98,156 |
| 100 |
1.4034 |
1.2530 |
0.1504 |
11.1% |
0.0054 |
0.4% |
67% |
False |
False |
78,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3758 |
|
2.618 |
1.3672 |
|
1.618 |
1.3619 |
|
1.000 |
1.3586 |
|
0.618 |
1.3566 |
|
HIGH |
1.3533 |
|
0.618 |
1.3513 |
|
0.500 |
1.3507 |
|
0.382 |
1.3500 |
|
LOW |
1.3480 |
|
0.618 |
1.3447 |
|
1.000 |
1.3427 |
|
1.618 |
1.3394 |
|
2.618 |
1.3341 |
|
4.250 |
1.3255 |
|
|
| Fisher Pivots for day following 18-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3524 |
1.3562 |
| PP |
1.3515 |
1.3552 |
| S1 |
1.3507 |
1.3543 |
|